COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 337,011
COMMITMENTS
100,287 17,480 81,789 137,429 227,817 319,505 327,086 17,506 9,924
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -7,567)
-4,841 2,195 -2,094 -1,326 -8,027 -8,261 -7,927 694 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 5.2 24.3 40.8 67.6 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
156 60 97 82 74 279 195
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,955
COMMITMENTS
9,434 1,152 3,543 4,883 14,699 17,860 19,394 3,095 1,562
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 138)
-78 123 -76 267 41 113 89 25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 5.5 16.9 23.3 70.1 85.2 92.5 14.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
37 18 13 20 23 63 48
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 305,723
COMMITMENTS
76,209 53,668 60,105 156,880 180,484 293,193 294,257 12,530 11,466
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 22,675)
4,360 4,617 5,072 14,155 11,856 23,587 21,545 -912 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 17.6 19.7 51.3 59.0 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
83 78 79 57 49 183 171
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,077,483
COMMITMENTS
361,816 23,102 237,701 376,250 776,073 975,767 1036876 101,716 40,607
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 9,139)
-11,166 811 5,709 9,831 892 4,374 7,412 4,765 1,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 2.1 22.1 34.9 72.0 90.6 96.2 9.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
106 34 67 81 82 212 161
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 224,681
COMMITMENTS
62,189 21,183 55,378 94,416 141,522 211,984 218,084 12,698 6,598
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,703)
-2,511 -1,809 1,415 2,786 2,344 1,690 1,949 13 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 9.4 24.6 42.0 63.0 94.3 97.1 5.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
153 95 141 130 125 360 299
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 70,154
COMMITMENTS
51,126 17,545 4,011 6,948 46,192 62,085 67,748 8,069 2,406
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 15,936)
16,751 -4,780 -412 -498 20,873 15,841 15,681 95 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 25.0 5.7 9.9 65.8 88.5 96.6 11.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
101 29 22 6 8 118 50
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 336,300
COMMITMENTS
76,366 63,474 8,364 231,969 248,165 316,699 320,003 19,601 16,297
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,036)
487 4,193 823 1,259 -4,401 2,569 615 -533 1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 18.9 2.5 69.0 73.8 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
49 46 21 99 103 158 160
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 222,595
COMMITMENTS
41,577 13,213 2,487 169,768 203,350 213,832 219,050 8,763 3,545
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,652)
3,104 -901 98 94 5,227 3,296 4,424 356 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 5.9 1.1 76.3 91.4 96.1 98.4 3.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
21 13 7 58 50 81 68
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 897,889
COMMITMENTS
298,182 53,795 14,874 563,444 820,038 876,500 888,707 21,389 9,182
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 47,628)
5,866 7,875 -613 42,970 39,675 48,223 46,937 -595 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 6.0 1.7 62.8 91.3 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
112 35 23 131 86 252 135
Updated October 14, 2016